Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,197.5 |
1,247.1 |
49.6 |
4.1% |
1,174.0 |
High |
1,263.9 |
1,248.7 |
-15.2 |
-1.2% |
1,263.9 |
Low |
1,196.3 |
1,232.9 |
36.6 |
3.1% |
1,164.5 |
Close |
1,247.8 |
1,239.4 |
-8.4 |
-0.7% |
1,239.4 |
Range |
67.6 |
15.8 |
-51.8 |
-76.6% |
99.4 |
ATR |
21.6 |
21.2 |
-0.4 |
-1.9% |
0.0 |
Volume |
365,647 |
191,128 |
-174,519 |
-47.7% |
1,165,670 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.7 |
1,279.4 |
1,248.1 |
|
R3 |
1,271.9 |
1,263.6 |
1,243.7 |
|
R2 |
1,256.1 |
1,256.1 |
1,242.3 |
|
R1 |
1,247.8 |
1,247.8 |
1,240.8 |
1,244.1 |
PP |
1,240.3 |
1,240.3 |
1,240.3 |
1,238.5 |
S1 |
1,232.0 |
1,232.0 |
1,238.0 |
1,228.3 |
S2 |
1,224.5 |
1,224.5 |
1,236.5 |
|
S3 |
1,208.7 |
1,216.2 |
1,235.1 |
|
S4 |
1,192.9 |
1,200.4 |
1,230.7 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.8 |
1,479.5 |
1,294.1 |
|
R3 |
1,421.4 |
1,380.1 |
1,266.7 |
|
R2 |
1,322.0 |
1,322.0 |
1,257.6 |
|
R1 |
1,280.7 |
1,280.7 |
1,248.5 |
1,301.4 |
PP |
1,222.6 |
1,222.6 |
1,222.6 |
1,232.9 |
S1 |
1,181.3 |
1,181.3 |
1,230.3 |
1,202.0 |
S2 |
1,123.2 |
1,123.2 |
1,221.2 |
|
S3 |
1,023.8 |
1,081.9 |
1,212.1 |
|
S4 |
924.4 |
982.5 |
1,184.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.9 |
1,164.5 |
99.4 |
8.0% |
30.0 |
2.4% |
75% |
False |
False |
233,134 |
10 |
1,263.9 |
1,115.3 |
148.6 |
12.0% |
24.3 |
2.0% |
84% |
False |
False |
198,325 |
20 |
1,263.9 |
1,076.2 |
187.7 |
15.1% |
19.4 |
1.6% |
87% |
False |
False |
135,989 |
40 |
1,263.9 |
1,047.4 |
216.5 |
17.5% |
17.1 |
1.4% |
89% |
False |
False |
74,176 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.5 |
1.3% |
89% |
False |
False |
51,052 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
15.5 |
1.3% |
89% |
False |
False |
38,852 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
15.2 |
1.2% |
89% |
False |
False |
31,392 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
14.4 |
1.2% |
89% |
False |
False |
26,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.9 |
2.618 |
1,290.1 |
1.618 |
1,274.3 |
1.000 |
1,264.5 |
0.618 |
1,258.5 |
HIGH |
1,248.7 |
0.618 |
1,242.7 |
0.500 |
1,240.8 |
0.382 |
1,238.9 |
LOW |
1,232.9 |
0.618 |
1,223.1 |
1.000 |
1,217.1 |
1.618 |
1,207.3 |
2.618 |
1,191.5 |
4.250 |
1,165.8 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1,240.8 |
1,233.9 |
PP |
1,240.3 |
1,228.3 |
S1 |
1,239.9 |
1,222.8 |
|